CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.7555 0.7545 -0.0010 -0.1% 0.7648
High 0.7572 0.7588 0.0016 0.2% 0.7663
Low 0.7541 0.7530 -0.0011 -0.1% 0.7533
Close 0.7544 0.7581 0.0037 0.5% 0.7564
Range 0.0031 0.0058 0.0027 87.1% 0.0130
ATR 0.0054 0.0054 0.0000 0.6% 0.0000
Volume 79,278 92,689 13,411 16.9% 481,637
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7740 0.7719 0.7613
R3 0.7682 0.7661 0.7597
R2 0.7624 0.7624 0.7592
R1 0.7603 0.7603 0.7586 0.7614
PP 0.7566 0.7566 0.7566 0.7572
S1 0.7545 0.7545 0.7576 0.7556
S2 0.7508 0.7508 0.7570
S3 0.7450 0.7487 0.7565
S4 0.7392 0.7429 0.7549
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7977 0.7900 0.7636
R3 0.7847 0.7770 0.7600
R2 0.7717 0.7717 0.7588
R1 0.7640 0.7640 0.7576 0.7614
PP 0.7587 0.7587 0.7587 0.7573
S1 0.7510 0.7510 0.7552 0.7484
S2 0.7457 0.7457 0.7540
S3 0.7327 0.7380 0.7528
S4 0.7197 0.7250 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7629 0.7530 0.0099 1.3% 0.0052 0.7% 52% False True 95,175
10 0.7692 0.7530 0.0162 2.1% 0.0047 0.6% 31% False True 89,311
20 0.7780 0.7530 0.0250 3.3% 0.0055 0.7% 20% False True 98,470
40 0.7891 0.7530 0.0361 4.8% 0.0053 0.7% 14% False True 97,661
60 0.8115 0.7530 0.0585 7.7% 0.0061 0.8% 9% False True 84,069
80 0.8115 0.7530 0.0585 7.7% 0.0061 0.8% 9% False True 63,222
100 0.8115 0.7530 0.0585 7.7% 0.0063 0.8% 9% False True 50,625
120 0.8115 0.7408 0.0707 9.3% 0.0060 0.8% 24% False False 42,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7835
2.618 0.7740
1.618 0.7682
1.000 0.7646
0.618 0.7624
HIGH 0.7588
0.618 0.7566
0.500 0.7559
0.382 0.7552
LOW 0.7530
0.618 0.7494
1.000 0.7472
1.618 0.7436
2.618 0.7378
4.250 0.7284
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.7574 0.7577
PP 0.7566 0.7572
S1 0.7559 0.7568

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These figures are updated between 7pm and 10pm EST after a trading day.

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